As far as I know, he wrote this song in Marilyn Monroe's old bedroom? And when I hear it, I do come to think of Marilyn Monroe. - "Dollar bills and tears keep falling down her face" Fame nor money can solve her internal problems. So she depends on love (or something that looks a lot like it) to solve those problems of her own. It' can't - it's not his problem - it's hers. "But when you wake up she's always gone" - could probably refer to Marilyn's early death. It also reminds me very much Michael Jackson. Billie Jean or something, I don't know. So it could also be about a groupie.